timeseries

Request timeseries data from LSEG Data & Analytics DataScope Select

Since R2023a

Syntax

d = timeseries(c,sec,fields,startdate,enddate)

Description

d = timeseries(c,sec,fields,startdate,enddate) returns timeseries data using:

• DataScope Select object created by the datascopeSelect function

• LSEG Data & Analytics security list information (for example, Reuters^® Instrument Codes, or RICs)

• LSEG Data & Analytics fields

• Start date of the date range

• End date of the date range

Examples

Retrieve Timeseries Data for One Security

Use a DataScope Select connection to retrieve timeseries data for one security.

Create a LSEG Data & Analytics DataScope Select connection by using a username and password. The appearance of the connection object c in the MATLAB^® workspace indicates a successful connection.

c = datascopeSelect("username","password")

Retrieve timeseries data for the ABDE.O security. Using the timeseries function, retrieve the ask price for the past five days.

sec = ["ABDE.O","Ric"];
fields = ["Ask Price"];
startdate = datetime("yesterday")-5;
enddate = datetime("today");
d = timeseries(c,sec,fields,startdate,enddate)

    d =
  
  5x3 table
  
    IdentifierType    Identifier    Ask Price
    ______________    __________    ________
  
       {'Ric'}        {'ABDE.O'}     167.59 
       {'Ric'}        {'ABDE.O'}     167.24 
       {'Ric'}        {'ABDE.O'}     167.66 
       {'Ric'}        {'ABDE.O'}     170.13 
       {'Ric'}        {'ABDE.O'}     163.66

Input Arguments

c — LSEG Data & Analytics DataScope Select connection

connection object

LSEG Data & Analytics DataScope Select connection, specified as a connection object created with datascopeSelect.

sec — Security

string array | cell array of character vectors

Security, specified as an N-by-2 string array or cell array of character vectors. The first column of the string array or cell array identifies the security. The second column identifies the type of security (for example, Reuters Instrument Code, or RIC).

Example: ["IBM.N","Ric"]

fields — Fields

string array | cell array of character vectors

Fields, specified as a string array or cell array of character vectors. You can search for fields in MyRefinitiv.

Example: ["Ask Price","Previous Close Price"]

startdate — Start date

datetime array | string scalar | character vector | numeric scalar

Start date of the date range, specified as a datetime array, string scalar, character vector, or numeric scalar.

Example: datetime("yesterday")

Data Types: double | char | string | datetime

enddate — End date

datetime array | string scalar | character vector | numeric scalar

End date of the date range, specified as a datetime array, string scalar, character vector, or numeric scalar.

Example: datetime("today")

Data Types: double | char | string | datetime

Output Arguments

d — Timeseries data

table

Timeseries data, returned as a table with these variables:

• IdentifierType

• Identifier

• Field names, specified in the fields input argument

Version History

Introduced in R2023a